-98.9%
AMC vs RIO
+606.7%
-705.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -0.7% | +4.0% | -4.7% | -2.2% |
| 3M | +35.2% | +0.1% | +35.1% | +35.1% |
| 6M | +124.6% | +12.7% | +111.9% | +115.4% |
| YTD | +69.9% | +35.6% | +34.3% | +51.0% |
| 1Y | -2.6% | +73.7% | -76.3% | -21.5% |
| 3Y | -79.8% | +93.3% | -173.1% | -84.6% |
| 5Y | -99.4% | +92.4% | -191.8% | -99.6% |
| All | -98.9% | +606.7% | -705.6% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling